Nonnegative-Lasso and application in index tracking
type: Item
instance of: scholarly article
title: Nonnegative-Lasso and application in index tracking
zbMATH Open document ID: 1471.62220
author: Lan Wu
author: Yuehan Yang
author: Hanzhong Liu
published in: Computational Statistics and Data Analysis
publication date: 2018-11-02T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6970948
zbMATH Keywords: index tracking
zbMATH Keywords: nonnegative-Lasso
zbMATH Keywords: variable selection consistency
zbMATH Keywords: multiplicative updates
MaRDI profile type: Publication
full work available at URL: j.csda.2013.08.012
OpenAlex ID: W2009099296
cites work: Simultaneous analysis of Lasso and Dantzig selector
cites work: Least angle regression. (With discussion)
cites work: Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
cites work: A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
cites work: The composite absolute penalties family for grouped and hierarchical variable selection
cites work: Multiplicative Updates for Nonnegative Quadratic Programming
cites work: Q4864293
cites work: Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
cites work: Regression coefficient and autoregressive order shrinkage and selection via the lasso
cites work: Model Selection and Estimation in Regression with Grouped Variables
cites work: Q3174050
cites work: The Adaptive Lasso and Its Oracle Properties
DOI: 10.1016/J.CSDA.2013.08.012
description: scientific article; zbMATH DE number 6970948